+143.1%
OXY vs PCOR
-10.3%
+153.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -11.9% | +22.7% | -34.6% | -14.2% |
| 30D | -3.1% | +37.5% | -40.6% | -7.0% |
| 3M | +1.1% | +35.2% | -34.1% | -3.1% |
| 6M | +3.2% | +42.2% | -39.0% | -2.1% |
| YTD | +39.0% | +3.6% | +35.5% | +37.0% |
| 1Y | +42.7% | -4.8% | +47.4% | +42.4% |
| 3Y | -3.5% | +48.3% | -51.9% | -11.0% |
| 5Y | +81.3% | -20.1% | +101.4% | +72.9% |
| All | +143.1% | -10.3% | +153.4% | +130.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling